Second-order necessary conditions in semismooth optimization |
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Authors: | Robin W. Chaney |
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Affiliation: | (1) Department of Mathematics, Western Washington University, 98225 Bellingham, WA, USA |
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Abstract: | First- and second-order conditions are given which are necessary for a functionf to have a local minimal value atx* inRn. It is assumed thatf is locally Lipschitzian nearx* and semismooth atx*. The necessary conditions are expressed in terms of the generalized gradients of nonsmooth analysis and certain second-order directional derivatives. The method of proof bears no resemblance to standard methods. Three special cases are discussed here, but applications to constrained problems are made elsewhere. |
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Keywords: | Nonsmooth analysis second-order necessary conditions |
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